Printed from https://ideas.repec.org/n/nep-mst/2009-10-10.html
Report NEP-MST-2009-10-10
This is the archive for NEP-MST, a report on new working papers in the area of Market Microstructure. Thanos Verousis issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-MST
The following items were announced in this report:
- Kim Christensen & Silja Kinnebrock & Mark Podolskij, 2009, "Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-45, Sep.
- Turan Bali & Kamil Yilmaz, 2009, "The Intertemporal Relation between Expected Return and Risk on Currency," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 0909, Sep, revised Nov 2009.
- Mark Podolskij & Mathias Vetter, 2009, "Understanding limit theorems for semimartingales: a short survey," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-47, Oct.
- Item repec:imf:imfwpa:09/147 is not listed on IDEAS anymore
- Sophie Laruelle & Charles-Albert Lehalle & Gilles Pag`es, 2009, "Optimal split of orders across liquidity pools: a stochastic algorithm approach," Papers, arXiv.org, number 0910.1166, Oct, revised May 2010.